Nyarlathotep

Nyarlathotep, or the Crawling Chaos, is a gate keeper of sorts and he opens the way for other gods. He has many forms, but in this story he appears as a "tall, swarthy man" who seems to have more knowledge than anyone our narrator or people around him know. 

Supposedly he arrived from Egypt and he travels around demonstrating strange things and making people have nightmares. The narrator himself becomes one of his followers.